+178.5%
EXE vs PENG
+133.3%
+45.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.7% |
| 7D | -0.3% | +4.5% | -4.8% | -0.7% |
| 30D | +8.5% | -7.1% | +15.6% | +8.9% |
| 3M | +5.5% | -27.3% | +32.7% | +6.9% |
| 6M | -5.9% | +169.6% | -175.5% | -18.5% |
| YTD | -9.7% | +164.6% | -174.3% | -22.0% |
| 1Y | +3.6% | +109.5% | -105.9% | -8.4% |
| 3Y | +18.0% | +98.9% | -80.9% | -0.8% |
| 5Y | +109.4% | +116.3% | -6.8% | +66.6% |
| All | +178.5% | +133.3% | +45.2% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling